Summary The simplified method of derivation of Quenouille’s (1947) goodness of fit test for an autoregressive stationary series with discrete time, given by Bartlett and Diananda (1950), is extended in the present paper to the case of simultaneous autoregressive series, for which some interesting new features arise. The general solution is applied to a particular first-order process in two variables, the detailed correlational theory of which is being given elsewhere by Rajalakshman (1953), and for which artificial series are available for test.
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Bartlett et al. (1953) studied this question.
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